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Non-parametric instrumental variable regression on Sparse d = 50

0.56RMSEPerturbative NPIV
0.029083.612797.196510.78021May 29, 2026

Evaluation results

MethodLinks
Perturbative NPIVkernel=fractional Brownian, selection=best across γ ∈ {0.4, 0.6, 0.8, 0.99}2026.050.56
Best Pert.selection_criteria=best result across γ ∈ {0.4, 0.6, 0.8, 0.99} and kernels ∈ {FB, RBF}2026.050.56
DeepIV2026.050.586
DeepIV2026.050.586
Standard Kernel Ridge IV (Order 0)kernel=fractional Brownian2026.0513.833
Order 0Description=standard kernel ridge IV2026.0513.833